-19.5%
FN vs SOLS
+25.7%
-45.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -6.9% |
| 7D | +0.3% | +14.0% | -13.7% | -7.3% |
| 30D | -16.5% | +10.0% | -26.5% | -20.3% |
| 3M | -42.1% | +5.8% | -47.9% | -43.5% |
| 6M | -52.9% | -25.2% | -27.7% | -46.3% |
| YTD | -28.0% | +36.5% | -64.5% | -34.1% |
| 1Y | -18.5% | +45.0% | -63.6% | -27.1% |
| All | -19.5% | +25.7% | -45.3% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SOLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling